Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement
DOI10.1016/j.cam.2019.112426zbMath1426.91298OpenAlexW2970140561MaRDI QIDQ2332731
YongGe Liu, Wenyan Zhuo, Xu Chen
Publication date: 5 November 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2019.112426
discounted dividend paymentsnumerical sinc methodrandomized observation periodscapital-exchange agreementintegro-partial differential equation system
Numerical methods (including Monte Carlo methods) (91G60) Corporate finance (dividends, real options, etc.) (91G50) Integro-partial differential equations (35R09)
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